+6.7%
CNP vs AMC
+24.6%
-17.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.8% |
| 7D | -4.2% | +2.6% | -6.8% | -4.1% |
| 30D | +5.5% | +9.0% | -3.5% | +5.8% |
| 3M | +0.6% | +22.2% | -21.6% | +1.0% |
| 6M | -2.8% | +91.5% | -94.3% | -1.3% |
| YTD | +7.9% | +101.3% | -93.4% | +8.8% |
| 1Y | +6.7% | +20.8% | -14.1% | +6.7% |
| All | +6.7% | +24.6% | -17.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling